+159.0%
GDX vs WST
+2,682.2%
-2,523.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -4.6% | +4.9% | -9.4% | -5.2% |
| 30D | -6.2% | +10.7% | -16.9% | -7.6% |
| 3M | -10.0% | +16.8% | -26.9% | -12.1% |
| 6M | -15.8% | +32.0% | -47.7% | -19.2% |
| YTD | -4.6% | +49.9% | -54.5% | -10.6% |
| 1Y | +4.0% | +50.6% | -46.6% | -2.6% |
| 3Y | +211.1% | +21.4% | +189.7% | +188.8% |
| 5Y | +152.3% | -0.6% | +152.8% | +136.9% |
| 10Y | +331.4% | +449.4% | -118.0% | +198.1% |
| All | +159.0% | +2,682.2% | -2,523.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling